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United States 12 Month Natural Gas (UNL)

NYSEArca - Nasdaq Real-time price. Currency in USD
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7.88-0.00 (-0.05%)
At close: 03:56PM EDT

Risk statistics

3 yearsUNLCategory average
5 yearsUNLCategory average
10 yearsUNLCategory average
Alpha
-5.841.75
-6.613.36
-2.361.71
BETA
2.250.65
1.430.78
1.240.86
Mean annual return
1.070.77
0.260.8
-0.280.12
R-squared
45.5723.33
27.4824.58
25.7826.82
Standard deviation
52.7922.07
43.5124.99
34.523.83
Sharpe ratio
0.190.33
0.020.38
-0.140.03
Treynor ratio
-1.5411.53
-5.5821.54
-8.36-0.45